CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 17-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7490 |
0.7472 |
-0.0018 |
-0.2% |
0.7505 |
High |
0.7492 |
0.7478 |
-0.0014 |
-0.2% |
0.7524 |
Low |
0.7462 |
0.7451 |
-0.0011 |
-0.1% |
0.7450 |
Close |
0.7478 |
0.7458 |
-0.0020 |
-0.3% |
0.7478 |
Range |
0.0030 |
0.0027 |
-0.0003 |
-10.0% |
0.0074 |
ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
37,761 |
8,083 |
-29,678 |
-78.6% |
447,213 |
|
Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7543 |
0.7528 |
0.7473 |
|
R3 |
0.7516 |
0.7501 |
0.7465 |
|
R2 |
0.7489 |
0.7489 |
0.7463 |
|
R1 |
0.7474 |
0.7474 |
0.7460 |
0.7468 |
PP |
0.7462 |
0.7462 |
0.7462 |
0.7460 |
S1 |
0.7447 |
0.7447 |
0.7456 |
0.7441 |
S2 |
0.7435 |
0.7435 |
0.7453 |
|
S3 |
0.7408 |
0.7420 |
0.7451 |
|
S4 |
0.7381 |
0.7393 |
0.7443 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7706 |
0.7666 |
0.7518 |
|
R3 |
0.7632 |
0.7592 |
0.7498 |
|
R2 |
0.7558 |
0.7558 |
0.7491 |
|
R1 |
0.7518 |
0.7518 |
0.7484 |
0.7501 |
PP |
0.7484 |
0.7484 |
0.7484 |
0.7475 |
S1 |
0.7444 |
0.7444 |
0.7471 |
0.7427 |
S2 |
0.7410 |
0.7410 |
0.7464 |
|
S3 |
0.7336 |
0.7370 |
0.7457 |
|
S4 |
0.7262 |
0.7296 |
0.7437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7507 |
0.7450 |
0.0057 |
0.8% |
0.0030 |
0.4% |
14% |
False |
False |
68,690 |
10 |
0.7599 |
0.7439 |
0.0159 |
2.1% |
0.0049 |
0.7% |
12% |
False |
False |
87,511 |
20 |
0.7613 |
0.7439 |
0.0174 |
2.3% |
0.0051 |
0.7% |
11% |
False |
False |
83,748 |
40 |
0.7718 |
0.7439 |
0.0279 |
3.7% |
0.0046 |
0.6% |
7% |
False |
False |
78,123 |
60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
5% |
False |
False |
74,834 |
80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
5% |
False |
False |
63,376 |
100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
5% |
False |
False |
50,745 |
120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0045 |
0.6% |
5% |
False |
False |
42,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7593 |
2.618 |
0.7549 |
1.618 |
0.7522 |
1.000 |
0.7505 |
0.618 |
0.7495 |
HIGH |
0.7478 |
0.618 |
0.7468 |
0.500 |
0.7465 |
0.382 |
0.7461 |
LOW |
0.7451 |
0.618 |
0.7434 |
1.000 |
0.7424 |
1.618 |
0.7407 |
2.618 |
0.7380 |
4.250 |
0.7336 |
|
|
Fisher Pivots for day following 17-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7465 |
0.7475 |
PP |
0.7462 |
0.7469 |
S1 |
0.7460 |
0.7464 |
|